+11.7%
DASH vs TENB
-11.0%
+22.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.3% |
| 7D | -10.6% | -9.1% | -1.5% | -6.7% |
| 30D | +2.2% | -4.9% | +7.0% | +3.1% |
| 3M | +32.3% | +16.9% | +15.3% | +17.7% |
| 6M | +19.1% | +68.0% | -48.9% | -13.8% |
| YTD | -6.5% | +45.6% | -52.1% | -28.0% |
| 1Y | -14.9% | +12.7% | -27.6% | -25.3% |
| 3Y | +151.9% | -24.4% | +176.3% | +157.5% |
| 5Y | +9.4% | -26.7% | +36.2% | +12.0% |
| All | +11.7% | -11.0% | +22.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling